更新時間: 2024年2月23日 PM 6:20:23
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/12/23 22.490% 17043.53 21.259% 19.384% +3.106% 19.384% +3.106%
29/12/23 21.940% 17047.39 19.907% 19.550% +2.390% 24.688% -2.748%
02/01/24 22.290% 16788.55 20.549% 19.870% +2.420% 24.439% -2.149%
03/01/24 22.070% 16646.41 20.424% 20.326% +1.744% 24.834% -2.764%
04/01/24 21.770% 16645.98 20.259% 20.480% +1.290% 24.853% -3.083%
05/01/24 21.470% 16535.33 19.665% 20.161% +1.309% 24.301% -2.831%
08/01/24 22.530% 16224.45 20.317% 20.243% +2.287% 23.901% -1.371%
09/01/24 22.050% 16190.02 20.282% 20.189% +1.861% 23.672% -1.622%
10/01/24 21.850% 16097.28 20.351% 20.175% +1.675% 23.489% -1.639%
11/01/24 21.820% 16302.04 20.767% 20.276% +1.544% 23.441% -1.621%
12/01/24 21.600% 16244.58 20.207% 20.385% +1.215% 23.399% -1.799%
15/01/24 21.750% 16216.33 20.176% 20.357% +1.393% 22.865% -1.115%
16/01/24 22.510% 15865.92 20.773% 20.455% +2.055% 22.807% -0.297%
17/01/24 25.720% 15276.90 22.133% 20.811% +4.909% 23.033% +2.687%
18/01/24 24.690% 15391.79 22.390% 21.136% +3.554% 23.219% +1.471%
19/01/24 24.130% 15308.69 22.353% 21.565% +2.565% 23.513% +0.617%
22/01/24 27.520% 14961.18 22.977% 22.125% +5.395% 23.579% +3.941%
23/01/24 26.780% 15353.98 25.332% 23.037% +3.743% 24.362% +2.418%
24/01/24 27.410% 15899.87 28.100% 24.230% +3.180% 25.424% +1.986%
25/01/24 26.280% 16211.96 28.175% 25.387% +0.893% 26.430% -0.150%
26/01/24 25.480% 15952.23 26.998% 26.316% -0.836% 27.181% -1.701%
29/01/24 25.700% 16077.24 27.274% 27.176% -1.476% 27.399% -1.699%
30/01/24 26.220% 15703.45 27.737% 27.657% -1.437% 27.657% -1.437%
31/01/24 25.790% 15485.07 27.841% 27.605% -1.815% 34.180% -8.390%
01/02/24 26.930% 16725.86 39.277% 29.825% -2.895% 36.685% -9.755%
02/02/24 25.540% 15533.56 46.775% 33.781% -8.241% 41.272% -15.732%
05/02/24 27.070% 15510.01 46.311% 37.588% -10.518% 44.998% -17.928%
06/02/24 27.610% 16136.87 48.478% 41.737% -14.127% 49.621% -22.011%
07/02/24 27.070% 16081.89 48.460% 45.860% -18.790% 54.147% -27.077%
08/02/24 27.220% 15878.07 48.431% 47.691% -20.471% 55.917% -28.697%
09/02/24 26.730% 15746.58 48.479% 48.032% -21.302% 55.922% -29.192%
14/02/24 27.730% 15879.38 48.595% 48.489% -20.759% 54.463% -26.733%
15/02/24 27.170% 15944.63 48.067% 48.406% -21.236% 53.973% -26.803%
16/02/24 27.530% 16339.96 47.181% 48.151% -20.621% 53.292% -25.762%
19/02/24 27.350% 16155.61 47.264% 47.917% -20.567% 51.853% -24.503%
20/02/24 26.230% 16247.51 47.270% 47.675% -21.445% 51.200% -24.970%
21/02/24 26.140% 16503.10 46.995% 47.355% -21.215% 50.467% -24.327%
22/02/24 26.670% 16742.95 45.888% 46.920% -20.250% 49.617% -22.947%
23/02/24 26.930% 16725.86 44.000% 46.284% -19.354% 48.565% -21.635%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/12/23 25.430% 5764.77 23.568% 20.975% +4.455% 20.975% +4.455%
29/12/23 25.090% 5768.50 22.047% 21.305% +3.785% 26.905% -1.815%
02/01/24 25.240% 5672.53 22.572% 21.828% +3.412% 26.848% -1.608%
03/01/24 24.880% 5628.79 22.125% 22.342% +2.538% 27.297% -2.417%
04/01/24 24.520% 5649.23 22.063% 22.475% +2.045% 27.274% -2.754%
05/01/24 24.210% 5606.98 21.767% 22.115% +2.095% 26.656% -2.446%
08/01/24 25.490% 5480.82 22.590% 22.223% +3.267% 26.239% -0.749%
09/01/24 24.970% 5449.76 22.569% 22.223% +2.747% 26.056% -1.086%
10/01/24 24.800% 5421.23 22.606% 22.319% +2.481% 25.985% -1.185%
11/01/24 24.830% 5494.48 22.972% 22.501% +2.329% 26.012% -1.182%
12/01/24 24.520% 5481.94 22.067% 22.561% +1.959% 25.896% -1.376%
15/01/24 24.660% 5446.52 22.057% 22.454% +2.206% 25.221% -0.561%
16/01/24 25.450% 5343.30 22.679% 22.476% +2.974% 25.061% +0.389%
17/01/24 28.820% 5132.82 24.347% 22.824% +5.996% 25.261% +3.559%
18/01/24 27.790% 5172.05 24.567% 23.143% +4.647% 25.424% +2.366%
19/01/24 27.170% 5127.24 24.589% 23.648% +3.522% 25.784% +1.386%
22/01/24 30.620% 5001.95 25.380% 24.312% +6.308% 25.910% +4.710%
23/01/24 29.710% 5140.93 27.775% 25.332% +4.378% 26.788% +2.922%
24/01/24 30.840% 5353.05 30.847% 26.632% +4.208% 27.944% +2.896%
25/01/24 30.090% 5468.71 30.677% 27.854% +2.236% 28.997% +1.093%
26/01/24 28.980% 5360.24 29.312% 28.798% +0.182% 29.744% -0.764%
29/01/24 29.210% 5408.93 29.641% 29.650% -0.440% 29.894% -0.684%
30/01/24 29.830% 5275.37 30.134% 30.122% -0.292% 30.122% -0.292%
31/01/24 29.260% 5194.04 30.326% 30.018% -0.758% 37.168% -7.908%
01/02/24 31.050% 5765.10 48.006% 33.484% -2.434% 41.184% -10.134%
02/02/24 28.810% 5218.99 59.108% 39.443% -10.633% 48.190% -19.380%
05/02/24 30.330% 5217.36 58.620% 45.239% -14.909% 54.157% -23.827%
06/02/24 31.380% 5473.75 61.078% 51.428% -20.048% 61.143% -29.763%
07/02/24 30.730% 5421.53 61.162% 57.595% -26.865% 68.002% -37.272%
08/02/24 31.130% 5360.08 61.070% 60.208% -29.078% 70.593% -39.463%
09/02/24 30.440% 5306.79 61.143% 60.615% -30.175% 70.572% -40.132%
14/02/24 31.480% 5386.31 61.363% 61.163% -29.683% 68.699% -37.219%
15/02/24 31.060% 5410.94 61.072% 61.162% -30.102% 68.195% -37.135%
16/02/24 31.480% 5558.86 60.330% 60.996% -29.516% 67.509% -36.029%
19/02/24 31.300% 5484.88 60.465% 60.875% -29.575% 65.875% -34.575%
20/02/24 29.980% 5519.23 60.452% 60.736% -30.756% 65.226% -35.246%
21/02/24 30.150% 5642.78 60.343% 60.532% -30.382% 64.510% -34.360%
22/02/24 30.770% 5758.46 59.474% 60.213% -29.443% 63.675% -32.905%
23/02/24 31.050% 5765.10 57.551% 59.657% -28.607% 62.597% -31.547%